CDD de 1 an - possibilité de CDI par la suite. Description du poste : En tant que Senior Risk Manager en ALM & Treasury Risk chez notre client, vous serez responsable de l'identification, de la quantification et de la gestion des risques financiers liés aux activités de trésorerie et de gestion des actifs et passifs de la banque. Vous travaillerez en étroite collaboration avec les équipes de finance, de trésorerie et de gestion des risques pour développer et mettre en œuvre des stratégies de couverture et des cadres de gestion des risques. Responsabilités principales : Identifier et quantifier les risques financiers (taux d'intérêt, change, inflation) liés aux activités de trésorerie et de gestion des actifs et passifs. Développer et améliorer continuellement un cadre de gestion des risques ALM, incluant des indicateurs, des limites d'appétit pour le risque, des outils et des rapports. Proposer et mettre en œuvre des stratégies de couverture en utilisant des instruments de trésorerie et des dérivés. Participer activement à la mise en œuvre des outils ALM et à la production de rapports réguliers pour les différentes instances de la banque (COMEX, Conseil d'administration, etc.). Assurer la gouvernance des sujets ALM en organisant et en animant des comités dédiés. Qualifications requises : Expérience significative en gestion des risques financiers , en particulier dans les domaines de la trésorerie et de la gestion des actifs et passifs . Connaissance approfondie des instruments financiers (instruments de trésorerie, dérivés) et des marchés financiers. Bonne connaissance de la banque d'entreprise. Compétences en gestion de données et en utilisation d'outils analytiques (Python, Excel, etc.). Capacité à travailler en équipe et à communiquer efficacement avec les différentes parties prenantes. Maîtrise de l'anglais et du français.
Seize the opportunity to lead and expand the proprietary trading desk for a prestigious firm in the vibrant heart of Paris, France. This challenging yet rewarding role focuses on trading within the Power and Gas sector. The ideal candidate will be tasked with building and managing a trading desk, handling both physical commodities trading and proprietary trading strategies.
Key Responsibilities:
Proprietary Trading: Develop and execute proprietary trading strategies to maximise profitability. Power and Gas Markets: Deep understanding and insight into the French power and gas commodities markets to make informed trading decisions. Building a Desk: Strategically recruit, train, and manage a team to establish a successful trading desk. Physical Trading: Manage the physical transactions of commodities ensuring compliance with all regulatory requirements and standards.
Essential Skills:
Market Analysis: Ability to analyse market trends and economic factors influencing the power and gas markets. Risk Management: Proficient in managing risks associated with commodity trading and investments. Leadership: Strong leadership skills with experience in team management and strategic decision-making. Negotiation & Communication: Excellent negotiation skills complemented by clear and effective communication abilities. This position is perfect for a visionary leader looking to make a significant impact in the commodities trading industry. If you are driven, analytical, and have a proven track record in trading, we encourage you to apply for this exciting role in Paris!
**QIS Trader Opportunity in London**
Are you ready to take your trading career to the next level? A prestigious firm is searching for a skilled QIS (Quantitative Investment Strategies) Trader, based in the heart of London's financial district. This permanent position offers an exciting opportunity to thrive within a dynamic cross-asset trading environment.
Key Responsibilities:
- Develop and execute quantitative investment strategies across multiple asset classes.
- Analyze market data using advanced mathematical models.
- Implement algorithms and conduct trades with precision and efficiency.
Skills & Expertise Required:
* **QIS Knowledge**: Deep understanding of Quantitative Investment Strategies, capable of creating robust algorithmic solutions that drive successful trade outcomes.
* **Cross Asset Acumen**: Versatile trader experienced with diverse assets - demonstrate proficiency not just limited to equities but able to navigate through various types of investments seamlessly.
* **Analytical Prowess**: Ability as a numerical problem-solver who can dissect complex datasets swiftly leading toward informed strategic decisions on high-stakes transactions.
This role sits at the intersection where finance meets technology; hence we are looking for candidates who exhibit sharp analytical skills coupled with practical experience in QIS methodologies. The ideal candidate will be someone passionate about leveraging their expertise within Selby Jennings' strong portfolio encompassing Equity Trading amongst other areas related directly or indirectly mentioned via tags associated this job title listing - embodying excellence every step way from strategy development execution!
If transforming theoretical constructs into real-world profits excites you-and if working alongside some brightest minds industry appeals-then don't miss out chance become integral part our team! Apply now discover how far talent take here bustling cityscape known world over: London United Kingdom awaits...
Market Risk Officer - VP
Location: Paris, France Role Overview
The Global Markets In-Business Risk (IBR) team is a Front Office 1st Line of Defense responsible for market risk across asset classes within a major global financial institution's Global Markets division. The team aims to establish a comprehensive understanding of market risk and capital for the aggregated trading portfolio and optimize the business's return on capital. The role focuses on managing cross-asset portfolio risks arising from market business/trading activities in the Paris branch and those booked on EU legal entities (post-Brexit). Key Responsibilities Identify key market risks within the trading inventory, considering market themes and environments through data analysis. Communicate results daily with the head of IBR and trading heads. Design appropriate hedging strategies as needed. Track product performance within Global and European Markets regularly, understand market movement drivers, and analyze trends to form forward-looking views on risks. Understand the firm's and legal entities' risk appetite, limits, and capital framework to optimize risk allocation. Develop a holistic understanding of risk and its implications on capital attributions, such as Stress losses, Value-at-Risk, FRTB, etc. Support the head of IBR and business heads in analyzing return on capital and risk appetite ratios. Collaborate with independent risk teams (2nd Line of Defense) to set appropriate risk limits and monitor utilization. Strengthen risk monitoring, control, and governance processes within the business and legal entities, and assist with regulatory requirements. Work with Technology/MQA to develop a comprehensive risk monitoring framework and propose optimization strategies. Qualifications Proven experience in roles such as Trading, Structuring, Research, or Quantitative/Data Analysis, with a focus on managing market risk. Knowledge of Fixed Income and equity markets, and Fixed Income product structuring and trading. Cross-asset class product and market knowledge. Effective interpersonal skills to maintain relationships with trading desks, independent risk, and technology teams. Strong analytical and numerical competency, with attention to detail and an interest in financial markets and trading. Proficiency in MS Excel, Bloomberg, Tableau, and problem-solving skills. Programming skills in SQL and Python are preferred. Ability and interest in learning various asset classes and associated risks. Education Bachelor's or Master's degree, preferably in Engineering, Statistics, or Finance. Language Preferably bilingual (French and English), but not a requirement.
Our client, a leading hedge fund based in Paris, is seeking a Quantitative Developer with Python expertise to join their team. This role will focus on the end-to-end solution for signal-based extra-day and intra-day strategies. You will collaborate with researchers to develop and enhance the Python library/framework, enabling them to perform research and design strategies, while also working on the platform that runs all strategies in production, including scaling and monitoring. The ideal candidate will have strong Python development skills, with experience in the Python integrator library and associated tools. A solid understanding of financial concepts is essential to design the features required by researchers and traders. Additionally, this individual should have architectural skills to help shape and evolve the platform, as well as experience with high-performance computing, particularly in Rust or C, to optimise component performance. Responsibilities: Work on the end-to-end solution for signal-based extra-day and intra-day strategies Develop and enhance the Python library/framework for researchers to perform research and develop strategies Build and maintain pipelines for submitting, backtesting, and validating strategies for trading Oversee the platform that runs all strategies in production, including scaling and monitoring Requirements: Strong Python development skills, especially with the Python integrator library and platform tooling Excellent written and verbal communication skills Advanced financial functional knowledge Architectural skills to help design the platform Strong CI/DevOps mindset Experience with high-performance computing in Rust/C to improve performance
